+4,386.9%
CB vs PEGA
+1,035.4%
+3,351.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.5% |
| 7D | +0.2% | -4.5% | +4.8% | +0.6% |
| 30D | +9.1% | -5.7% | +14.7% | +9.5% |
| 3M | +3.4% | +2.6% | +0.8% | +3.1% |
| 6M | +14.1% | -10.6% | +24.7% | +14.6% |
| YTD | +18.0% | -45.5% | +63.5% | +22.3% |
| 1Y | +30.1% | -44.8% | +74.9% | +34.7% |
| 3Y | +71.8% | +45.5% | +26.2% | +61.6% |
| 5Y | +101.8% | -45.3% | +147.1% | +100.6% |
| 10Y | +252.1% | +102.4% | +149.8% | +215.3% |
| All | +4,386.9% | +1,035.4% | +3,351.5% | +3,148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling